# Questions tagged [profile-likelihood]

The profile likelihood function is an inference function constructed from the likelihood function. If the likelihood function depends on many parameters and only some are of interest, then the other parameters are removed "by concentration", which means that they are "maxed out".

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### Standard errors of parameters in hyperparameter tuning

I have a model with the parameters $\textbf{θ} = (\textbf{φ}, ψ)$, which I trying to estimate. There is an out-of-the-box solution for ML estimating $\textbf{φ}$ if $ψ$ is fixed. If I treat $ψ$ as ...
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### Errors on 'Profiling Confidence Interval' after Maximum Likelihood Estimation in R

I'm practicing a cancer treatment model using Maximum Likelihood Estimation with 'bbmle' packages in R. Step 1. I generated a virtual dataset ...
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### Estimating the denominator of a binomial probability

Let $X \sim \mathrm{Binomial}\left(n, \frac{a^*}{b^*} \right)$, where $a^*$ and $b^*$ are coprime integers and $0 < a^* < b^* < 1000$. Here $n$ is known, but $a^*$ and $b^*$ are unknown. What'...
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### Profile Likelihood confidence interval

I am interested in obtaining profile likelihood confidence intervals for parameter identifiability. My cost function is the least square error between the data and some fitted approximation depending ...
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### Compare which of two groups is MORE similar to a third group?

I know I can use an ANOVA (+ post-hoc tests) to determine the equality (or inequality) of three groups: (i.e., H0: each of 3 means are equal; H A: at least 1 of 3 means is not equal). However, how ...